Seeds that are saved are usually from the earliest fruit/veggie with the best traits.* So saving seed from scraggly plants may have disappointing results next year.* With that said it might be fun to save them anyway.* This first site has info on saving seeds from several veggies.* The second one has useful info too.
When weeding, the best way to make sure you are removing a weed and not a valuable plant is to pull on it. If it comes out of the ground easily, it is a valuable plant.